+160.3%
FN vs DOCU
+33.7%
+126.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +2.6% |
| 7D | -1.7% | +6.9% | -8.6% | -2.6% |
| 30D | -22.0% | +19.0% | -41.0% | -24.2% |
| 3M | -43.0% | +34.3% | -77.3% | -45.8% |
| 6M | -27.7% | +48.0% | -75.8% | -34.0% |
| YTD | -10.5% | 0.0% | -10.5% | -9.6% |
| 1Y | +12.5% | -10.3% | +22.8% | +16.5% |
| All | +160.3% | +33.7% | +126.7% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling